+1,197.0%
VST vs NTRS
+249.1%
+947.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.3% |
| 7D | +2.0% | +0.3% | +1.6% | +1.8% |
| 30D | +1.5% | +0.2% | +1.3% | +1.3% |
| 3M | +6.3% | +13.2% | -6.9% | +0.4% |
| 6M | -10.3% | +36.9% | -47.2% | -22.5% |
| YTD | -8.6% | +39.1% | -47.7% | -21.8% |
| 1Y | -29.3% | +50.4% | -79.8% | -41.8% |
| 3Y | +344.9% | +166.8% | +178.1% | +183.7% |
| 5Y | +774.8% | +92.9% | +681.9% | +519.9% |
| All | +1,197.0% | +249.1% | +947.9% | +626.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling